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JP Morgan Put 240 CI 17.01.2025/  DE000JS7PUH4  /

EUWAX
8/13/2024  11:23:38 AM Chg.- Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.160EUR - -
Bid Size: -		 -
Ask Size: -		 Cigna Group 240.00 - 1/17/2025 Put
 

Master data

WKN: JS7PUH
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Cigna Group
Type: Warrant
Option type: Put
Strike price: 240.00 -
Maturity: 1/17/2025
Issue date: 2/10/2023
Last trading day: 8/13/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -85.24
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.25
Parity: -6.69
Time value: 0.36
Break-even: 236.40
Moneyness: 0.78
Premium: 0.23
Premium p.a.: 0.63
Spread abs.: 0.20
Spread %: 125.00%
Delta: -0.10
Theta: -0.04
Omega: -8.57
Rho: -0.15
 

Quote data

Open: 0.160
High: 0.160
Low: 0.160
Previous Close: 0.150
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+66.67%
3 Months
  -27.27%
YTD
  -85.71%
1 Year
  -90.59%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.160 0.150
1M High / 1M Low: 0.240 0.063
6M High / 6M Low: 0.600 0.063
High (YTD): 1/25/2024 1.230
Low (YTD): 7/31/2024 0.063
52W High: 12/6/2023 2.070
52W Low: 7/31/2024 0.063
Avg. price 1W:   0.155
Avg. volume 1W:   0.000
Avg. price 1M:   0.125
Avg. volume 1M:   0.000
Avg. price 6M:   0.256
Avg. volume 6M:   0.000
Avg. price 1Y:   0.828
Avg. volume 1Y:   0.000
Volatility 1M:   423.31%
Volatility 6M:   205.69%
Volatility 1Y:   166.40%
Volatility 3Y:   -